A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053): Difference between revisions
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Revision as of 21:22, 6 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A marginal indemnity function approach to optimal reinsurance under the Vajda condition |
scientific article |
Statements
A marginal indemnity function approach to optimal reinsurance under the Vajda condition (English)
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22 July 2022
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risk management
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optimal reinsurance
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distortion risk measure
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Vajda condition
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backward-forward optimization
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